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Release History
trunk for 0.4.0
* Fix bugs in genfromdta. Convert Stata .dta format to structured array
preserving all types. Conversion is also much faster now.
*Changes that break backwards compatibility*
* For consistency with other multi-equation models, the parameters of MNLogit
are now transposed.
* -> distributions.ECDF
* -> distributions.monotone_fn_inverter
* -> distributions.StepFunction
* Removed academic-only WFS dataset.
* Fix easy_install issue on Windows.
*Changes that break backwards compatibility*
Added for importing. So the new convention for importing is::
import statsmodels.api as sm
Importing from modules directly now avoids unnecessary imports and increases
the import speed if a library or user only needs specific functions.
* sandbox/ -> iolib/
* lib/ -> iolib/ (Now contains Stata .dta format reader)
* family -> families
* families.links.inverse -> families.links.inverse_power
* Datasets' Load class is now load function.
* -> regression/
* -> discrete/
* -> robust/
* -> genmod/
* -> base/
* t() method -> tvalues attribute (t() still exists but raises a warning)
*Main changes and additions*
* Numerous bugfixes.
* Time Series Analysis model (tsa)
- Vector Autoregression Models VAR (tsa.VAR)
- Autogressive Models AR (tsa.AR)
- Autoregressive Moving Average Models ARMA (tsa.ARMA)
optionally uses Cython for Kalman Filtering
use install with option --with-cython
- Baxter-King band-pass filter (tsa.filters.bkfilter)
- Hodrick-Prescott filter (tsa.filters.hpfilter)
- Christiano-Fitzgerald filter (tsa.filters.cffilter)
* Improved maximum likelihood framework uses all available scipy.optimize solvers
* Refactor of the datasets sub-package.
* Added more datasets for examples.
* Removed RPy dependency for running the test suite.
* Refactored the test suite.
* Refactored codebase/directory structure.
* Support for offset and exposure in GLM.
* Removed data_weights argument to for Binomial models.
* New statistical tests, especially diagnostic and specification tests
* Multiple test correction
* General Method of Moment framework in sandbox
* Improved documentation
* and other additions
*Main changes*
* renames for more consistency
RLM.fitted_values -> RLM.fittedvalues
GLMResults.resid_dev -> GLMResults.resid_deviance
* GLMResults, RegressionResults:
lazy calculations, convert attributes to properties with _cache
* fix tests to run without rpy
* expanded examples in examples directory
* add PyDTA to -- functions for reading Stata .dta binary files
and converting
them to numpy arrays
* made tools.categorical much more robust
* add_constant now takes a prepend argument
* fix GLS to work with only a one column design
* add four new datasets
- A dataset from the American National Election Studies (1996)
- Grunfeld (1950) investment data
- Spector and Mazzeo (1980) program effectiveness data
- A US macroeconomic dataset
* add four new Maximum Likelihood Estimators for models with a discrete
dependent variables with examples
- Logit
- Probit
- MNLogit (multinomial logit)
- Poisson
* add qqplot in
* add sandbox.tsa (time series analysis) and sandbox.regression (anova)
* add principal component analysis in
* add Seemingly Unrelated Regression (SUR) and Two-Stage Least Squares
for systems of equations in sandbox.sysreg.Sem2SLS
* add restricted least squares (RLS)
* initial release